There are two free plugins availble JPEG2000 and SuperPNG. I've tested in Photoshop but they should also work in PSP. You can find it here: http://www.fnordware.com
Some notes by the developer:
j2k reads and writes JPEG 2000 files. Because JPEG 2000 is sort of a mouthful, most people refer to them as JP2 files.
JP2 is meant to succeed JPEG. It has the same basic purpose as JPEG - lossy compression of photographic images. The main difference is that JP2 uses wavelet compression instead of the DCT (Discrete Cosine Transform) compression found in JPEG.
The result is that where a heavily-compressed JPEG file exhibits chunky artifacts, JP2 artifacts are soft and blurry. Ultimately you can get an image with the same visual quality using less data.
JP2 also supports a lossless compression mode (sort of like PNG), alpha channel transparency, and 16-bit color among other things.
SuperPNG picks up the slack, supporting the majority of PNG features including 16-bit color, variable amounts of compression, embedded color space information, and other meta data.
SuperPNG is also faster than Adobe's plug-in and writes smaller files.
I think JPEG2000 is a good format to save large maps on web space.
Bye Jens